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USTY.L vs. PRAR.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

USTY.L vs. PRAR.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in SPDR Bloomberg US Treasury Bond UCITS ETF (USTY.L) and Amundi Prime Euro Govies UCITS ETF (PRAR.DE). The values are adjusted to include any dividend payments, if applicable.

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USTY.L vs. PRAR.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
USTY.L
SPDR Bloomberg US Treasury Bond UCITS ETF
1.64%0.10%3.36%-1.37%-1.66%-0.86%3.35%
PRAR.DE
Amundi Prime Euro Govies UCITS ETF
-0.19%5.89%-3.00%4.75%-13.76%-9.91%11.31%
Different Trading Currencies

USTY.L is traded in GBP, while PRAR.DE is traded in EUR. To make them comparable, the PRAR.DE values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, USTY.L achieves a 1.64% return, which is significantly higher than PRAR.DE's -0.19% return.


USTY.L

1D
-0.69%
1M
-0.77%
YTD
1.64%
6M
2.72%
1Y
1.35%
3Y*
1.16%
5Y*
1.24%
10Y*
2.22%

PRAR.DE

1D
0.29%
1M
-1.79%
YTD
-0.19%
6M
0.29%
1Y
5.75%
3Y*
1.93%
5Y*
-2.04%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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USTY.L vs. PRAR.DE - Expense Ratio Comparison

USTY.L has a 0.15% expense ratio, which is higher than PRAR.DE's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

USTY.L vs. PRAR.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

USTY.L
USTY.L Risk / Return Rank: 1515
Overall Rank
USTY.L Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
USTY.L Sortino Ratio Rank: 1414
Sortino Ratio Rank
USTY.L Omega Ratio Rank: 1414
Omega Ratio Rank
USTY.L Calmar Ratio Rank: 1717
Calmar Ratio Rank
USTY.L Martin Ratio Rank: 1515
Martin Ratio Rank

PRAR.DE
PRAR.DE Risk / Return Rank: 1717
Overall Rank
PRAR.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
PRAR.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
PRAR.DE Omega Ratio Rank: 1414
Omega Ratio Rank
PRAR.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
PRAR.DE Martin Ratio Rank: 2020
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

USTY.L vs. PRAR.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg US Treasury Bond UCITS ETF (USTY.L) and Amundi Prime Euro Govies UCITS ETF (PRAR.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


USTY.LPRAR.DEDifference

Sharpe ratio

Return per unit of total volatility

0.19

0.91

-0.72

Sortino ratio

Return per unit of downside risk

0.31

1.39

-1.08

Omega ratio

Gain probability vs. loss probability

1.04

1.16

-0.13

Calmar ratio

Return relative to maximum drawdown

0.24

1.36

-1.12

Martin ratio

Return relative to average drawdown

0.44

3.57

-3.13

USTY.L vs. PRAR.DE - Sharpe Ratio Comparison

The current USTY.L Sharpe Ratio is 0.19, which is lower than the PRAR.DE Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of USTY.L and PRAR.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


USTY.LPRAR.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.19

0.91

-0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

-0.27

+0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

-0.15

+0.48

Correlation

The correlation between USTY.L and PRAR.DE is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

USTY.L vs. PRAR.DE - Dividend Comparison

USTY.L's dividend yield for the trailing twelve months is around 4.82%, while PRAR.DE has not paid dividends to shareholders.


TTM2025202420232022202120202019201820172016
USTY.L
SPDR Bloomberg US Treasury Bond UCITS ETF
4.82%4.61%3.81%2.81%1.57%1.31%2.49%2.79%2.11%2.11%1.66%
PRAR.DE
Amundi Prime Euro Govies UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

USTY.L vs. PRAR.DE - Drawdown Comparison

The maximum USTY.L drawdown since its inception was -23.02%, smaller than the maximum PRAR.DE drawdown of -26.49%. Use the drawdown chart below to compare losses from any high point for USTY.L and PRAR.DE.


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Drawdown Indicators


USTY.LPRAR.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.02%

-22.34%

-0.68%

Max Drawdown (1Y)

Largest decline over 1 year

-7.42%

-3.48%

-3.94%

Max Drawdown (5Y)

Largest decline over 5 years

-16.04%

-21.49%

+5.45%

Max Drawdown (10Y)

Largest decline over 10 years

-23.02%

Current Drawdown

Current decline from peak

-14.76%

-14.43%

-0.33%

Average Drawdown

Average peak-to-trough decline

-11.98%

-11.51%

-0.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.10%

0.98%

+3.12%

Volatility

USTY.L vs. PRAR.DE - Volatility Comparison

The current volatility for SPDR Bloomberg US Treasury Bond UCITS ETF (USTY.L) is 2.06%, while Amundi Prime Euro Govies UCITS ETF (PRAR.DE) has a volatility of 2.23%. This indicates that USTY.L experiences smaller price fluctuations and is considered to be less risky than PRAR.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USTY.LPRAR.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.06%

2.23%

-0.17%

Volatility (6M)

Calculated over the trailing 6-month period

4.57%

3.98%

+0.59%

Volatility (1Y)

Calculated over the trailing 1-year period

7.24%

6.29%

+0.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.79%

7.46%

+1.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.05%

7.76%

+2.29%